4.
| \multirow{2}{*}{} | Player B |
| | Option X | Option Y | Option Z |
| \multirow{3}{*}{Player A} | Option P | 3 | -2 | 0 |
| Option Q | -4 | 4 | -2 |
| Option R | 1 | 2 | -1 |
A two person zero-sum game is represented by the pay-off matrix for player A shown above.
- Verify that there is no stable solution to this game.
Player A intends to make a random choice between options \(\mathrm { P } , \mathrm { Q }\) and R , choosing option P with probability \(p _ { 1 }\), option Q with probability \(p _ { 2 }\) and option R with probability \(p _ { 3 }\)
Player A wants to find the optimal values of \(p _ { 1 } , p _ { 2 }\) and \(p _ { 3 }\) using the Simplex algorithm. Player A formulates the following linear programming problem for the game, writing the constraints as inequalities.
$$\begin{aligned}
& \text { Maximise } P = V
& \text { subject to } V \geqslant 3 p _ { 1 } - 4 p _ { 2 } + p _ { 3 }
&
& V \geqslant - 2 p _ { 1 } + 4 p _ { 2 } + 2 p _ { 3 }
& V \geqslant - 2 p _ { 2 } - p _ { 3 }
& p _ { 1 } + p _ { 2 } + p _ { 3 } \leqslant 1
& p _ { 1 } \geqslant 0 , p _ { 2 } \geqslant 0 , p _ { 3 } \geqslant 0 , V \geqslant 0
\end{aligned}$$ - Correct the errors made by player A in the linear programming formulation of the game, giving reasons for your answer.
- Write down an initial Simplex tableau for the corrected linear programming problem.
The Simplex algorithm is used to solve the corrected linear programming problem.
The optimal values are \(p _ { 1 } = 0.6 , p _ { 2 } = 0\) and \(p _ { 3 } = 0.4\)
- Calculate the value of the game to player A.
- Determine the optimal strategy for player B, making your reasoning clear.